+107.7%
COST vs WAT
-3.5%
+111.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -4.7% | -1.9% | -2.8% | -4.5% |
| 3M | -7.1% | +13.5% | -20.6% | -9.1% |
| 6M | -8.5% | +37.2% | -45.8% | -14.0% |
| YTD | +5.4% | +7.5% | -2.1% | +3.4% |
| 1Y | -5.6% | +35.0% | -40.6% | -11.8% |
| 3Y | +68.5% | +55.1% | +13.4% | +45.3% |
| All | +107.7% | -3.5% | +111.2% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling